SABA CAPITAL MANAGEMENT, L.P. Information

405 LEXINGTON AVENUE, NEW YORK, New York, 10174, (212) 542-4635

Report Date: 03/31/2015

Position Statistics

Total Positions 155
New Positions 19
Increased Positions 25
Decreased Positions 120
Positions with Activity 145
Sold Out Positions 30
Total Mkt Value (in $ millions) 743

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 1.44%
Capital Goods 0.82%
Conglomerates
Consumer Cyclical 0.29%
Consumer/Non-Cyclical
Energy 0.76%
Financial 87.12%
Healthcare 0.25%
Services 2.56%
Technology 0.21%
Transportation 0.42%
Utilities 0.24%

155 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
BLACKROCK CORPOR HI YLD FD INC COM 64,898 -8,943 (12.11) 6,134,042
BLACKROCK DEBT STRAT FD INC COM 47,992 -8,802 (15.5) 13,368,189
ISHARES TR CORE US AGGBD ET 47,386 47,386 New 432,751
VANGUARD BD INDEX FD INC TOTAL BND MRKT 29,760 12,645 73.88 363,772
BLACKROCK MULTI-SECTOR INC TR COM 23,454 -9,598 (29.04) 1,423,156
BLACKROCK CR ALLCTN INC TR COM 23,048 -16,308 (41.44) 1,852,719
PUTNAM PREMIER INCOME TR SH BEN INT 23,030 -6,960 (23.21) 4,515,630
BLACKSTONE GSO STRATEGIC CR FD COM SHS BEN IN 22,867 -3,728 (14.02) 1,481,975
PIMCO DYNAMIC CR INCOME FD COM SHS 22,487 -21,871 (49.31) 1,143,816
MORGAN STANLEY EM MKTS DM DEBT COM 21,559 -6,751 (23.85) 2,638,762
WELLS FARGO ADVANTAGE INCOME COM SHS 20,822 -6,728 (24.42) 2,567,465
WESTERN ASSET HGH YLD DFNDFD COM 19,792 -4,797 (19.51) 1,319,575
WESTERN ASSET MGD HI INCM FD COM 18,915 -1,926 (9.24) 3,916,198
WELLS FARGO ADVANTAGE MULTI COM SHS 17,730 -2,664 (13.06) 1,428,698
NUVEEN MTG OPPORTUNITY TERM FD COM 16,466 -3,679 (18.26) 728,895
GLOBAL HIGH INCOME FUND INC COM 15,823 -869 (5.21) 1,883,734
DEUTSCHE HIGH INCOME OPPORT FD COM 14,675 4,383 42.59 1,045,218
WESTERN ASSET EMRG MKT INCM FD COM 14,593 -2,465 (14.45) 1,409,950
FRANKLIN LTD DURATION INC TR COM 12,941 -1,468 (10.19) 1,111,738
ABERDEEN ASIA PACIFIC INCOM FD COM 12,898 -10,886 (45.77) 2,726,824